Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52276.69 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45941.66 Kr¶

PnL: ---------------------------------------> -811.34 Kr¶

DD now: ---------------------------------> -1.588 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 11:22:27.470425'

Anic Portfolio¶

Today¶

Return: -0.075 %¶

This Week¶

Return: -0.075 %¶

Total portfolio value¶

Return including deposits: 71.14 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -2.390000 680.120000 41.120000 6.440000 638.999984
Embracer Group B 26 2.510000 690.950000 28.950000 4.370000 661.999988
Indutrade 5 2.250000 1340.000000 20.000000 1.520000 1320.000000
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Addtech B 3 1.710000 715.200000 15.200000 2.170000 699.999999
SynAct Pharma 9 -2.140000 659.700000 14.700000 2.280000 645.000003
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Sdiptech B 3 0.290000 831.600000 9.600000 1.170000 822.000000
Nolato B 12 -0.090000 657.600000 9.600000 1.480000 648.000000
Addnode Group B 6 1.600000 761.400000 9.400000 1.250000 751.999998
Vitrolife 3 1.420000 685.200000 8.200000 1.210000 677.000001
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Latour B 2 1.660000 453.400000 4.400000 0.980000 449.000000
Fortnox 10 3.740000 671.200000 3.200000 0.480000 668.000000
NCC B 7 -0.320000 656.600000 2.600000 0.400000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sedana Medical 135 -2.380000 4325.400000 -5.600000 -0.130000 4330.999935
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
Sampo Oyj SDB 1 -0.900000 497.500000 -7.500000 -1.490000 505.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Investor B 3 0.580000 649.350000 -8.650000 -1.310000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -0.730000 1846.650000 -28.350000 -1.510000 1874.999997
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Ambea 68 0.940000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 1.160000 548.100000 -62.900000 -10.290000 610.999998
Investor A 16 0.370000 3468.800000 -76.200000 -2.150000 3545.000000
New Wave B 40 -0.130000 3814.000000 -102.000000 -2.600000 3916.000000
Gaming Innovation Group 161 0.200000 4049.150000 -138.850000 -3.320000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45948.920000 -804.080000 -1.57454% 46752.999863

Updated:¶

'2023-06-13 11:20:58.471225'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶